Structured Products - Esoteric ABS

• Issuer Solutions provides advisory services and licensed software to Asset Backed Security & Covered Bond Issuers globally. Supporting issuance programs of all sizes, asset classes and complexities, ABS Suite is the industry leading solution for end-to-end structured finance administration. Issuer solutions supports over 100 clients globally.• Services include collateral pool selection, portfolio analytics, investor reporting, forecasting & waterfall modeling• Responsible for implementation of client’s securitization programs offering automation, data analytics, forecasting, pooling, and transaction modeling• Work with clients in requirement planning and projecting planning for new implementations • Assisting clients to model new issuance of securitizations and/or reporting updates• Participate in product & market strategy to continue to keep up with current market trends. Participate in internal software development meetings• Strong knowledge of securitization topics; advance rates, borrowing base, credit enhancement, master trust, securitization value, subordination, revolving structures and over-collateralization• Utilize data analysis skills and modeling skills across various tech stacks to enhance client experience

• Reverse Engineer for WFC Corporate Trust Services, industry leader in Master Servicing & Trustee securitizations • Member of the Bond Analytics Team modeling cashflows for structured products such as Asset Backed Securities (ABS), Collateralized Loan Obligations (CLO), & Commercial/Residential Mortgage Backed Securities (CMBS/RMBS) • Develop cashflow models based on underwriter’s Structuring Assumptions to tie-out cashflows, decrement tables & price yield tables• Provide comments on redline deal documents such as Indentures, Pooling & Servicing Agreements, & Private Placement Memorandums to support deal marketing process • Utilizing Intex to model CMBS & RMBS waterfall cashflows in accordance with the transaction documents• Utilizing Microsoft Excel to model ABS & CLO waterfall cashflows in accordance with the transaction documents• Working knowledge of performance triggers for transaction structures for auto loans/leases, consumer/corporate loans, mortgage backed securities & esoteric ABS • Modeling cashflows to determine compute weighted average Lives (WALs) & spreads over benchmark rates • Interacting with investors, investment banks, rating agencies & regulators to complete items on strict deadlines

• Modeled investment and debt servicing scenarios to achieve stated client goals utilizing Excel.• Conducted security analysis of portfolio holdings to determine viability of assets in achieving investment objectives. • Acted as an integral member of a six person team to update and integrate new CRM systems and financial planning platforms upon the firm’s shift to a Registered Investment Advisor classification.